FGSAX vs. XMMO

In the year-to-date period, FGSAX achieves a -5.11% return, which is significantly higher than XMMO's -7.46% return. Over the past 10 years, FGSAX has underperformed XMMO with an annualized return of 1.98%, while XMMO has yielded a comparatively higher 14.08% annualized return.

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FGSAX has a 1.15% expense ratio, which is higher than XMMO's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Mid Cap Growth Fund (FGSAX) and Invesco S&P MidCap Momentum ETF (XMMO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current FGSAX Sharpe Ratio is 0.48, which is higher than the XMMO Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of FGSAX and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FGSAX has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.54%.

The maximum FGSAX drawdown since its inception was -68.55%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for FGSAX and XMMO. For additional features, visit the drawdowns tool.

Federated Hermes MDT Mid Cap Growth Fund (FGSAX) has a higher volatility of 16.79% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 14.77%. This indicates that FGSAX's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.